-90.0%
MARA vs SPYG
+788.5%
-878.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +1.5% |
| 7D | +13.8% | +0.3% | +13.5% | +13.3% |
| 30D | +24.7% | -1.7% | +26.4% | +29.3% |
| 3M | -10.4% | +3.6% | -14.1% | -15.4% |
| 6M | +37.6% | +16.6% | +21.0% | +4.3% |
| YTD | +32.7% | +13.4% | +19.4% | +8.4% |
| 1Y | -25.2% | +19.6% | -44.8% | -44.0% |
| 3Y | +9.3% | +99.8% | -90.5% | -67.3% |
| 5Y | -69.3% | +85.0% | -154.3% | -86.5% |
| 10Y | -73.6% | +422.1% | -495.7% | -96.5% |
| All | -90.0% | +788.5% | -878.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling